+53.1%
MMM vs XLRE
+89.0%
-35.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -2.1% | -1.2% | -1.0% | -1.4% |
| 30D | -9.8% | -2.4% | -7.4% | -8.5% |
| 3M | +4.9% | -2.5% | +7.4% | +6.4% |
| 6M | +7.3% | +4.0% | +3.4% | +4.7% |
| YTD | +4.5% | +9.3% | -4.8% | -1.0% |
| 1Y | +5.4% | +5.6% | -0.2% | +1.8% |
| 3Y | +98.6% | +31.3% | +67.3% | +68.5% |
| 5Y | +27.4% | +9.5% | +17.8% | +18.4% |
| All | +53.1% | +89.0% | -35.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling